+295.8%
AFL vs CNI
+138.2%
+157.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.6% | -0.4% | -1.3% | -1.5% |
| 30D | -4.0% | -2.7% | -1.3% | -2.8% |
| 3M | -0.5% | +3.9% | -4.4% | -2.6% |
| 6M | +6.5% | +16.4% | -9.8% | -2.1% |
| YTD | +6.2% | +25.8% | -19.6% | -6.8% |
| 1Y | +8.3% | +32.4% | -24.1% | -7.7% |
| 3Y | +62.5% | +19.1% | +43.5% | +42.6% |
| 5Y | +136.2% | +13.6% | +122.6% | +107.2% |
| All | +295.8% | +138.2% | +157.6% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling